Pages that link to "Item:Q2981828"

The following pages link to DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828):

Displaying 50 items.

• Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
• On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
• Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
• Dynamic spatial panel data models with common shocks (Q2043260) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Nonlinear factor models for network and panel data (Q2224978) (← links)
• On the robustness of the pooled CCE estimator (Q2224980) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables (Q2225011) (← links)
• Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
• Panel threshold models with interactive fixed effects (Q2227077) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
• Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• (Q5004051) (← links)
• A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS (Q5059129) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
• ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH (Q5229480) (← links)
• TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY (Q5237613) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
• Matrix Completion Methods for Causal Panel Data Models (Q5881958) (← links)
• Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
• Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
• Approximate factor models with weaker loadings (Q6108332) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
• Panel data models with time-varying latent group structures (Q6199628) (← links)
• Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors (Q6586906) (← links)
• Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels (Q6617755) (← links)
• Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method (Q6617758) (← links)
• Transformed Estimation for Panel Interactive Effects Models (Q6620996) (← links)
• Estimation and Inference on Time-Varying FAVAR Models (Q6626221) (← links)
• An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)
• GMM estimation for high-dimensional panel data models (Q6664631) (← links)